Risk Measurement - Guégan - Books - Springer Nature Switzerland AG - 9783030026790 - April 2, 2019
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Guégan
Risk Measurement 1st ed. 2019 edition

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Starting with the traditional Value at Risk (VaR) model and its limitations, the book discusses concepts like the expected shortfall, the spectral measure, the use of the spectrum, and the distortion risk measures from both a univariate and a multivariate perspective.

217 pages, 15 Illustrations, color; 15 Illustrations, black and white; XII, 217 p. 30 illus., 15 ill

Media Books     Book
Released April 2, 2019
ISBN13 9783030026790
Publishers Springer Nature Switzerland AG
Pages 215
Dimensions 150 × 220 × 20 mm   ·   518 g
Language German  

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